+541.8%
DHI vs CAPR
-99.1%
+641.0%
-84.0%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | CAPR | Excess | Alpha |
|---|---|---|---|---|
| 1D | +0.3% | -4.6% | +5.0% | +0.4% |
| 7D | -2.3% | -12.6% | +10.3% | -2.2% |
| 30D | -5.3% | +124.4% | -129.7% | -6.7% |
| 3M | -7.8% | -66.8% | +59.0% | -7.2% |
| 6M | -5.4% | -71.8% | +66.4% | -4.6% |
| YTD | -2.7% | -70.1% | +67.4% | -2.1% |
| 1Y | -21.0% | +33.3% | -54.3% | -24.9% |
| 3Y | +22.2% | +36.7% | -14.5% | +14.1% |
| 5Y | +62.2% | +72.5% | -10.3% | +49.9% |
| 10Y | +414.3% | -77.3% | +491.5% | +360.7% |
| All | +541.8% | -99.1% | +641.0% | +460.3% |
Cumulative growth
Daily Returns
Daily percentage return beside CAPR.
Daily Out/Under-Performance
Portfolio return minus CAPR return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × CAPR return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded CAPR wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling